Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
24.81%
Sharpe
-0.21
Sortino
-0.30
Max drawdown
-48.85%
Best month
16.15%
Worst month
-15.59%
Beta vs VTSAX
1.19
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.